Trading Metrics calculated at close of trading on 28-Nov-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2022 |
28-Nov-2022 |
Change |
Change % |
Previous Week |
Open |
3,959.0 |
3,946.0 |
-13.0 |
-0.3% |
3,922.0 |
High |
3,974.0 |
3,958.0 |
-16.0 |
-0.4% |
3,974.0 |
Low |
3,951.0 |
3,922.0 |
-29.0 |
-0.7% |
3,895.0 |
Close |
3,961.0 |
3,938.0 |
-23.0 |
-0.6% |
3,961.0 |
Range |
23.0 |
36.0 |
13.0 |
56.5% |
79.0 |
ATR |
63.0 |
61.3 |
-1.7 |
-2.7% |
0.0 |
Volume |
624,015 |
716,327 |
92,312 |
14.8% |
2,567,898 |
|
Daily Pivots for day following 28-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,047.3 |
4,028.7 |
3,957.8 |
|
R3 |
4,011.3 |
3,992.7 |
3,947.9 |
|
R2 |
3,975.3 |
3,975.3 |
3,944.6 |
|
R1 |
3,956.7 |
3,956.7 |
3,941.3 |
3,948.0 |
PP |
3,939.3 |
3,939.3 |
3,939.3 |
3,935.0 |
S1 |
3,920.7 |
3,920.7 |
3,934.7 |
3,912.0 |
S2 |
3,903.3 |
3,903.3 |
3,931.4 |
|
S3 |
3,867.3 |
3,884.7 |
3,928.1 |
|
S4 |
3,831.3 |
3,848.7 |
3,918.2 |
|
|
Weekly Pivots for week ending 25-Nov-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,180.3 |
4,149.7 |
4,004.5 |
|
R3 |
4,101.3 |
4,070.7 |
3,982.7 |
|
R2 |
4,022.3 |
4,022.3 |
3,975.5 |
|
R1 |
3,991.7 |
3,991.7 |
3,968.2 |
4,007.0 |
PP |
3,943.3 |
3,943.3 |
3,943.3 |
3,951.0 |
S1 |
3,912.7 |
3,912.7 |
3,953.8 |
3,928.0 |
S2 |
3,864.3 |
3,864.3 |
3,946.5 |
|
S3 |
3,785.3 |
3,833.7 |
3,939.3 |
|
S4 |
3,706.3 |
3,754.7 |
3,917.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,974.0 |
3,895.0 |
79.0 |
2.0% |
33.2 |
0.8% |
54% |
False |
False |
656,845 |
10 |
3,974.0 |
3,840.0 |
134.0 |
3.4% |
47.7 |
1.2% |
73% |
False |
False |
841,894 |
20 |
3,974.0 |
3,562.0 |
412.0 |
10.5% |
59.0 |
1.5% |
91% |
False |
False |
895,974 |
40 |
3,974.0 |
3,236.0 |
738.0 |
18.7% |
70.3 |
1.8% |
95% |
False |
False |
943,105 |
60 |
3,974.0 |
3,236.0 |
738.0 |
18.7% |
75.1 |
1.9% |
95% |
False |
False |
964,326 |
80 |
3,974.0 |
3,236.0 |
738.0 |
18.7% |
69.8 |
1.8% |
95% |
False |
False |
726,426 |
100 |
3,974.0 |
3,236.0 |
738.0 |
18.7% |
65.6 |
1.7% |
95% |
False |
False |
582,338 |
120 |
3,974.0 |
3,236.0 |
738.0 |
18.7% |
63.3 |
1.6% |
95% |
False |
False |
486,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,111.0 |
2.618 |
4,052.2 |
1.618 |
4,016.2 |
1.000 |
3,994.0 |
0.618 |
3,980.2 |
HIGH |
3,958.0 |
0.618 |
3,944.2 |
0.500 |
3,940.0 |
0.382 |
3,935.8 |
LOW |
3,922.0 |
0.618 |
3,899.8 |
1.000 |
3,886.0 |
1.618 |
3,863.8 |
2.618 |
3,827.8 |
4.250 |
3,769.0 |
|
|
Fisher Pivots for day following 28-Nov-2022 |
Pivot |
1 day |
3 day |
R1 |
3,940.0 |
3,948.0 |
PP |
3,939.3 |
3,944.7 |
S1 |
3,938.7 |
3,941.3 |
|